+2,653.9%
EME vs CPAY
+1,533.9%
+1,120.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.9% | -2.7% | +3.6% | +1.9% |
| 30D | -8.4% | +0.6% | -9.0% | -8.8% |
| 3M | -3.6% | +17.0% | -20.6% | -10.1% |
| 6M | +3.6% | +24.1% | -20.6% | -6.6% |
| YTD | +22.5% | +35.7% | -13.2% | +5.5% |
| 1Y | +18.2% | +34.0% | -15.8% | +1.8% |
| 3Y | +238.4% | +50.3% | +188.1% | +172.9% |
| 5Y | +550.5% | +56.7% | +493.9% | +402.2% |
| 10Y | +1,295.3% | +153.9% | +1,141.3% | +762.0% |
| All | +2,653.9% | +1,533.9% | +1,120.0% | +721.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling